+194.1%
FTI vs PENG
+184.4%
+9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.4% | -9.3% | +1.5% |
| 7D | -7.6% | -19.4% | +11.8% | -5.5% |
| 30D | -7.1% | -42.4% | +35.3% | -1.4% |
| 3M | -8.7% | -25.6% | +16.9% | -6.8% |
| 6M | -14.0% | +7.3% | -21.3% | -19.2% |
| YTD | +42.8% | +113.9% | -71.0% | +17.4% |
| 1Y | +50.4% | +93.6% | -43.2% | +25.5% |
| 3Y | +194.1% | +170.2% | +23.9% | +127.0% |
| All | +194.1% | +184.4% | +9.8% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling